Cointegration and consumption risks in asset returns
By: Ravi Bansal, Robert Dittmar, Dana Kiku.
Contributors: Dittmar, Robert F.; Kiku, Dana.; National Bureau of Economic Research.
Series: NBER working paper series -- wotking paper 13108.; Working paper series (National Bureau of Economic Research) -- working paper no. 13108.
Publisher: National Bureau of Economic Research
Published: 2007
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 52
Subjects: Saving and investment; Consumption (Economics) -- Econometric models; Risk management
Notes: "May 2007."

Includes bibliographical references (p. 37-39).

Also available in PDF from the NBER World Wide Web site (www.nber.org).